+63.2%
SNOW vs GLXY
-35.4%
+98.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | GLXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | 0.0% |
| 7D | +10.8% | +16.9% | -6.1% | +7.9% |
| 30D | -16.5% | -23.0% | +6.5% | -13.7% |
| 3M | -10.1% | -28.0% | +17.9% | -6.5% |
| 6M | +96.5% | -51.6% | +148.2% | +112.8% |
| YTD | +36.2% | -32.1% | +68.3% | +36.4% |
| 1Y | +10.7% | -51.5% | +62.2% | +15.7% |
| All | +63.2% | -35.4% | +98.6% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside GLXY.
Daily Out/Under-Performance
Portfolio return minus GLXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GLXY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded GLXY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling